After extruding the face where i extruded from is missing
You have to hit SPACE and type "extrude only edges". 
Or in edge select mode hit ALT+E and choose "only Edges"
This way it keeps the original face in place and extrudes the edges only.

If you want to select multiple faces, you have to switch to edge select mode and only select the outer rim of the faces. 


Hit only E and extrude the edges: